Collective dynamic risk measures

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Publication:6643153

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DOI10.3934/fmf.2024012MaRDI QIDQ6643153

Marco Frittelli, Emanuela Rosazza Gianin, Alessandro Doldi

Publication date: 26 November 2024

Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)

zbMATH Keywords

risk sharing inf-convolution time consistency collective arbitrage collective risk measures

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Financial markets (91G15)

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